-52.0%
FIG vs AMRZ
-16.6%
-35.4%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.8% |
| 7D | +3.4% | -2.1% | +5.5% | +3.7% |
| 30D | -9.5% | +13.0% | -22.4% | -9.5% |
| 3M | -26.2% | -12.1% | -14.1% | -25.7% |
| 6M | +2.7% | -19.1% | +21.8% | +3.1% |
| YTD | -48.0% | -23.3% | -24.7% | -48.3% |
| 1Y | -52.0% | -16.6% | -35.5% | -55.0% |
| All | -52.0% | -16.6% | -35.4% | -55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AMRZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling